52 citations · 104 across the 6 of their papers we have counts for
7 papers
Joint Global Fluctuations of complex Wigner and deterministic Matrices
Camile Male, James A. Mingo, Sandrine Péché +1
We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families…
Uniform regular weighted graphs with large degree: Wigner's law, asymptotic freeness and graphons limit
Camille Male, Sandrine Péché
For each , let be a simple random graph on the set of vertices , which is invariant by relabeling of the vertices. The asymptotic behavior as $N…
Beyond universality in random matrix theory
Alan Edelman, A. Guionnet, S. Péché
In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the expansion of local eigenvalue statistics in both the bulk and at the…
Largest eigenvalues and eigenvectors of band or sparse matrices
Florent Benaych-Georges, Sandrine Péché
In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having lass than entries (such as, for…
Eigenvectors of some large sample covariance matrix ensembles
Olivier Ledoit, Sandrine Péché
We consider sample covariance matrices where is a real or complex matrix with i.i.d. entries with finite $12^{\rm th…
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
Delphine Féral, Sandrine Péché
We consider large complex random sample covariance matrices obtained from "spiked populations", that is when the true covariance matrix is diagonal with all but finitely many eigen…
Large deviations for weighted empirical mean with outliers
Mylène Maïda, Jamal Najim, Sandrine Péché
We study in this article large deviations for the empirical mean of iid random vectors with some deterministic weights, whose empirical measure weakly converges to some compactly s…